+28.4%
NVS vs SITM
+174.8%
-146.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.5% | -1.9% |
| 7D | +4.0% | +9.7% | -5.7% | +3.9% |
| 30D | +3.6% | +12.7% | -9.1% | +3.3% |
| 3M | +7.8% | -13.4% | +21.2% | +7.9% |
| 6M | -0.2% | +59.6% | -59.8% | -4.7% |
| YTD | +19.6% | +73.3% | -53.7% | +13.3% |
| 1Y | +28.4% | +165.5% | -137.2% | +20.7% |
| All | +28.4% | +174.8% | -146.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling